Mixed Hidden Markov Models: An Extension of the Hidden Markov Model to the Longitudinal Data Setting
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Bibliographic InfoArticle provided by American Statistical Association in its journal Journal of the American Statistical Association.
Volume (Year): 102 (2007)
Issue (Month): (March)
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- Hyytinen, Ari & Steen, Frode & Toivanen, Otto, 2010.
CEPR Discussion Papers
7761, C.E.P.R. Discussion Papers.
- Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia, 2012. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," MPRA Paper 39023, University Library of Munich, Germany.
- Langrock, R. & Zucchini, W., 2011. "Hidden Markov models with arbitrary state dwell-time distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 715-724, January.
- Dannemann, Jorn & Holzmann, Hajo, 2008. "The likelihood ratio test for hidden Markov models in two-sample problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1850-1859, January.
- Altman, Rachel MacKay, 2008. "A variance component test for mixed hidden Markov models," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1885-1893, September.
- Delattre, M. & Lavielle, M., 2012. "Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 2073-2085.
- Spezia, L. & Cooksley, S.L. & Brewer, M.J. & Donnelly, D. & Tree, A., 2014. "Modelling species abundance in a river by Negative Binomial hidden Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 599-614.
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